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Paper-clearing: realistic market engine models

Open goodboy opened this issue 2 years ago • 0 comments

Originally defined in #152 but since #462 got the position and ledger tracking part done, i'm just copying over the alt model requirement to this new task.


More or less we want a more realistic (aka less ideal then current) set of models for the paper engine to leverage for simulating real-time market conditions.

Obviously the fanciest form of this would be some kind of real-time conditions recording system where the model would just record and then (store and) simulate what was recorded for forward tests 🏄🏼

I had a small list of libs that had some apis / types for wrapping this kinda thing:

goodboy avatar Mar 02 '23 00:03 goodboy